-25.0%
PAM vs SPY
+12.1%
-37.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | +2.6% | +2.6% | 0.0% | +1.6% |
| 30D | -19.2% | -2.0% | -17.3% | -18.7% |
| 3M | -17.6% | -2.8% | -14.8% | -16.6% |
| 6M | -18.4% | +2.1% | -20.6% | -19.6% |
| YTD | -26.3% | +11.5% | -37.8% | -30.2% |
| 1Y | -25.0% | +13.5% | -38.5% | -30.2% |
| All | -25.0% | +12.1% | -37.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling